+36.6%
DIS vs HWM
+1,636.6%
-1,600.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.0% | +0.4% |
| 7D | +5.3% | +1.6% | +3.7% | +4.5% |
| 30D | +10.2% | -3.9% | +14.2% | +11.0% |
| 3M | +13.5% | -23.2% | +36.8% | +22.3% |
| 6M | +11.1% | -20.0% | +31.1% | +17.4% |
| YTD | +5.5% | +5.7% | -0.2% | +0.5% |
| 1Y | +9.1% | +4.9% | +4.3% | +4.1% |
| 3Y | +36.0% | +347.0% | -311.0% | -24.9% |
| 5Y | -29.8% | +563.0% | -592.9% | -66.6% |
| 10Y | +36.6% | +1,579.2% | -1,542.6% | -52.4% |
| All | +36.6% | +1,636.6% | -1,600.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling